NYMEX Light Sweet Crude Oil Future July 2017
Trading Metrics calculated at close of trading on 14-Jun-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2017 |
14-Jun-2017 |
Change |
Change % |
Previous Week |
Open |
46.01 |
45.94 |
-0.07 |
-0.2% |
47.71 |
High |
46.57 |
46.49 |
-0.08 |
-0.2% |
48.42 |
Low |
45.56 |
44.54 |
-1.02 |
-2.2% |
45.20 |
Close |
46.46 |
44.73 |
-1.73 |
-3.7% |
45.83 |
Range |
1.01 |
1.95 |
0.94 |
93.1% |
3.22 |
ATR |
1.41 |
1.45 |
0.04 |
2.7% |
0.00 |
Volume |
783,320 |
924,408 |
141,088 |
18.0% |
4,381,210 |
|
Daily Pivots for day following 14-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
51.10 |
49.87 |
45.80 |
|
R3 |
49.15 |
47.92 |
45.27 |
|
R2 |
47.20 |
47.20 |
45.09 |
|
R1 |
45.97 |
45.97 |
44.91 |
45.61 |
PP |
45.25 |
45.25 |
45.25 |
45.08 |
S1 |
44.02 |
44.02 |
44.55 |
43.66 |
S2 |
43.30 |
43.30 |
44.37 |
|
S3 |
41.35 |
42.07 |
44.19 |
|
S4 |
39.40 |
40.12 |
43.66 |
|
|
Weekly Pivots for week ending 09-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
56.14 |
54.21 |
47.60 |
|
R3 |
52.92 |
50.99 |
46.72 |
|
R2 |
49.70 |
49.70 |
46.42 |
|
R1 |
47.77 |
47.77 |
46.13 |
47.13 |
PP |
46.48 |
46.48 |
46.48 |
46.16 |
S1 |
44.55 |
44.55 |
45.53 |
43.91 |
S2 |
43.26 |
43.26 |
45.24 |
|
S3 |
40.04 |
41.33 |
44.94 |
|
S4 |
36.82 |
38.11 |
44.06 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
46.71 |
44.54 |
2.17 |
4.9% |
1.18 |
2.6% |
9% |
False |
True |
807,624 |
10 |
49.17 |
44.54 |
4.63 |
10.4% |
1.42 |
3.2% |
4% |
False |
True |
833,284 |
20 |
52.00 |
44.54 |
7.46 |
16.7% |
1.49 |
3.3% |
3% |
False |
True |
762,195 |
40 |
53.42 |
44.13 |
9.29 |
20.8% |
1.46 |
3.3% |
6% |
False |
False |
479,008 |
60 |
54.45 |
44.13 |
10.32 |
23.1% |
1.29 |
2.9% |
6% |
False |
False |
342,376 |
80 |
55.64 |
44.13 |
11.51 |
25.7% |
1.24 |
2.8% |
5% |
False |
False |
267,428 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
54.78 |
2.618 |
51.60 |
1.618 |
49.65 |
1.000 |
48.44 |
0.618 |
47.70 |
HIGH |
46.49 |
0.618 |
45.75 |
0.500 |
45.52 |
0.382 |
45.28 |
LOW |
44.54 |
0.618 |
43.33 |
1.000 |
42.59 |
1.618 |
41.38 |
2.618 |
39.43 |
4.250 |
36.25 |
|
|
Fisher Pivots for day following 14-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
45.52 |
45.63 |
PP |
45.25 |
45.33 |
S1 |
44.99 |
45.03 |
|